Notes

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"calendar","execution":"hourly","part":"train","trail":false,"slip_bp":20,"return":135.7596627677495,"drawdown":26.95129672691681,"win rate":58.82352941176471,"sample":17,"mean":6.145944212642731,"avg_win":16.706979658928297,"avg_loss":8.941249282050936,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"sample":255,"loser_mean_pct":0.12845222076228352,"equal9_mean_pct":0.1728131376096291,"SPY_mean_pct":0.2129085260807241,"selection_delta_pct":-0.04436091684734559,"delta_monthCI95_pct":[-0.3057229194494373,0.21663306668883373]} MeasuredSep11; empiricalinference notforecast; seed9110400 whereapplicable. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.json

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"calendar","execution":"hourly","part":"train","trail":false,"slip_bp":10,"return":143.913337337435,"drawdown":26.364561921718956,"win rate":58.82352941176471,"sample":17,"mean":6.358449030895917,"avg_win":16.94062773361701,"avg_loss":8.758949115848498,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"sample":220,"loser_mean_pct":0.038392820430310864,"equal9_mean_pct":0.19287854103787888,"SPY_mean_pct":0.23269504627282164,"selection_delta_pct":-0.154485720607568,"delta_monthCI95_pct":[-0.39215081873220897,0.07309952569503261]} MeasuredSep11; empiricalinference notforecast; seed9110400 whereapplicable. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.json

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"daily","execution":"hourly","part":"holdout","trail":true,"slip_bp":20,"return":-7.928905407274012,"drawdown":16.235562649649637,"win rate":25,"sample":4,"mean":-1.9596234421470293,"avg_win":4.596723951782633,"avg_loss":4.145072573456917,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"paths":10000,"block_sessions":21,"fund":187.22,"21session_P5_median_P95_USD":[-13.133081052213608,-1.0588830041385358,14.387707121726194],"21session_loss_probability":0.5584,"21session_probability_gain349_01_empirical":0,"252session_return_P5_median_P95_pct":[-25.72361662967654,-3.9838844481304148,24.46863857857922],"252session_DD_median_P95_pct":[17.166058158014618,30.95413504300202],"halfKelly_live":0} MeasuredSep11; empiricalinference notforecast; seed9110400 whereapplicable. https://runway.adityaperswal.workers.dev/data/stock-bars ; research/inference.json

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"daily","execution":"hourly","part":"holdout","trail":true,"slip_bp":10,"return":-7.18938077056368,"drawdown":15.881570375322852,"win rate":25,"sample":4,"mean":-1.7633460190533716,"avg_win":4.806127221762746,"avg_loss":3.9531704326587445,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"XLY","date":"2026-09-10 04:00:00+00:00","close":111.96,"return5_pct":-2.524812815601607,"ATR20":1.5310449999999995,"ADV20_USD":630330183.0804999,"whole_shares_fund":1} Descriptiveclose notlivequote; nextweeklyentry requiresSep11completedrank; no midweekcatchup. Whole-shares uses187.22fund beforefees; quarterpartial notwhole-share below4shares. https://runway.adityaperswal.workers.dev/data/stock-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"daily","execution":"hourly","part":"holdout","trail":false,"slip_bp":20,"return":-3.808386988585999,"drawdown":16.235562649649637,"win rate":25,"sample":4,"mean":-0.7893518995846505,"avg_win":9.277810122032148,"avg_loss":4.145072573456917,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"XLV","date":"2026-09-10 04:00:00+00:00","close":165.66,"return5_pct":-4.215091066782306,"ATR20":2.556244999999997,"ADV20_USD":1318497134.688,"whole_shares_fund":1} Descriptiveclose notlivequote; nextweeklyentry requiresSep11completedrank; no midweekcatchup. Whole-shares uses187.22fund beforefees; quarterpartial notwhole-share below4shares. https://runway.adityaperswal.workers.dev/data/stock-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"daily","execution":"hourly","part":"holdout","trail":false,"slip_bp":10,"return":-3.035765918080502,"drawdown":15.881570375322852,"win rate":25,"sample":4,"mean":-0.5907315858294265,"avg_win":9.496584954658527,"avg_loss":3.9531704326587445,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"XLU","date":"2026-09-10 04:00:00+00:00","close":42.52,"return5_pct":-0.35153503632527894,"ATR20":0.6112849999999991,"ADV20_USD":859619236.6274999,"whole_shares_fund":4} Descriptiveclose notlivequote; nextweeklyentry requiresSep11completedrank; no midweekcatchup. Whole-shares uses187.22fund beforefees; quarterpartial notwhole-share below4shares. https://runway.adityaperswal.workers.dev/data/stock-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"daily","execution":"hourly","part":"train","trail":true,"slip_bp":20,"return":0.38565418569205256,"drawdown":35.62509675118791,"win rate":37.5,"sample":16,"mean":0.8393765330249069,"avg_win":16.00750354027972,"avg_loss":8.261499671327982,"zero_volume_entries":0,"zero_volume_exits":1}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"XLP","date":"2026-09-10 04:00:00+00:00","close":83.09,"return5_pct":-2.85280018706886,"ATR20":1.0217500000000002,"ADV20_USD":819544903.2465,"whole_shares_fund":2} Descriptiveclose notlivequote; nextweeklyentry requiresSep11completedrank; no midweekcatchup. Whole-shares uses187.22fund beforefees; quarterpartial notwhole-share below4shares. https://runway.adityaperswal.workers.dev/data/stock-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"daily","execution":"hourly","part":"train","trail":true,"slip_bp":10,"return":3.649952967450032,"drawdown":35.1727932569432,"win rate":37.5,"sample":16,"mean":1.041257570890909,"avg_win":16.239751259575037,"avg_loss":8.077838642319568,"zero_volume_entries":0,"zero_volume_exits":1}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"XLK","date":"2026-09-10 04:00:00+00:00","close":185.22,"return5_pct":0.8823529411764675,"ATR20":3.046499999999999,"ADV20_USD":1128009348.7475,"whole_shares_fund":1} Descriptiveclose notlivequote; nextweeklyentry requiresSep11completedrank; no midweekcatchup. Whole-shares uses187.22fund beforefees; quarterpartial notwhole-share below4shares. https://runway.adityaperswal.workers.dev/data/stock-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"daily","execution":"hourly","part":"train","trail":false,"slip_bp":20,"return":31.783028786615255,"drawdown":35.444332842459836,"win rate":40,"sample":15,"mean":2.7622478284789262,"avg_win":18.58910107094464,"avg_loss":7.788987666498216,"zero_volume_entries":0,"zero_volume_exits":1}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"XLI","date":"2026-09-10 04:00:00+00:00","close":170.55,"return5_pct":-1.290658641046416,"ATR20":2.204744999999997,"ADV20_USD":1191224224.4325004,"whole_shares_fund":1} Descriptiveclose notlivequote; nextweeklyentry requiresSep11completedrank; no midweekcatchup. Whole-shares uses187.22fund beforefees; quarterpartial notwhole-share below4shares. https://runway.adityaperswal.workers.dev/data/stock-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"daily","execution":"hourly","part":"train","trail":false,"slip_bp":10,"return":35.79642901706972,"drawdown":34.795536079856326,"win rate":40,"sample":15,"mean":2.967978466234924,"avg_win":18.8265171640118,"avg_loss":7.6043806656163255,"zero_volume_entries":0,"zero_volume_exits":1}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"XLF","date":"2026-09-10 04:00:00+00:00","close":56.87,"return5_pct":-1.3701005896635476,"ATR20":0.6360750000000006,"ADV20_USD":1673633275.191,"whole_shares_fund":3} Descriptiveclose notlivequote; nextweeklyentry requiresSep11completedrank; no midweekcatchup. Whole-shares uses187.22fund beforefees; quarterpartial notwhole-share below4shares. https://runway.adityaperswal.workers.dev/data/stock-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"daily","execution":"daily","part":"holdout","trail":true,"slip_bp":20,"return":-7.1518459816197755,"drawdown":17.864047976978657,"win rate":25,"sample":4,"mean":-1.6006471468557437,"avg_win":9.277810122032148,"avg_loss":5.2267995698183745,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"XLE","date":"2026-09-10 04:00:00+00:00","close":64.93,"return5_pct":-0.26113671274959893,"ATR20":1.1404750000000008,"ADV20_USD":1672349391.3630002,"whole_shares_fund":2} Descriptiveclose notlivequote; nextweeklyentry requiresSep11completedrank; no midweekcatchup. Whole-shares uses187.22fund beforefees; quarterpartial notwhole-share below4shares. https://runway.adityaperswal.workers.dev/data/stock-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"daily","execution":"daily","part":"holdout","trail":true,"slip_bp":10,"return":-6.40607992253901,"drawdown":17.45221501920372,"win rate":25,"sample":4,"mean":-1.4036510510614524,"avg_win":9.496584954658527,"avg_loss":5.037063052968112,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars

{"symbol":"XLB","date":"2026-09-10 04:00:00+00:00","close":50.76,"return5_pct":-4.135977337110486,"ATR20":0.7939999999999994,"ADV20_USD":571823526.034,"whole_shares_fund":3} Descriptiveclose notlivequote; nextweeklyentry requiresSep11completedrank; no midweekcatchup. Whole-shares uses187.22fund beforefees; quarterpartial notwhole-share below4shares. https://runway.adityaperswal.workers.dev/data/stock-bars

Frozen controlled attribution experiment; completed2024-25train, REUSED2026Jan1-Sep11 00UTC holdout. 20high/10low,2ATR14,net3Rfixed10bptarget,25bpcreditedfees,20daytimeout,nexttimestampopen checks,optional+2RBE/entry2ATRtrail. Full24h matching masks dailygap and20daywindow; NOT exact priorstrategy replication. {"symbol":"ETH","source":"aggregate","signal":"daily","execution":"daily","part":"holdout","trail":false,"slip_bp":20,"return":-7.1518459816197755,"drawdown":17.864047976978657,"win rate":25,"sample":4,"mean":-1.6006471468557437,"avg_win":9.277810122032148,"avg_loss":5.2267995698183745,"zero_volume_entries":0,"zero_volume_exits":0}. Tradewealth reconciles vectorbt within1e-10; marks not executablequotes. https://runway.adityaperswal.workers.dev/data/crypto-bars